Deep Reinforcement Learning for Active High Frequency Trading

18 January 2021

Papers citing "Deep Reinforcement Learning for Active High Frequency Trading"

5 / 5 papers shown

Title
The Evolution of Reinforcement Learning in Quantitative Finance: A Survey Nikolaos Pippas Cagatay Turkay Elliot A. Ludvig AIFin 89 3 0 20 Aug 2024
MacroHFT: Memory Augmented Context-aware Reinforcement Learning On High Frequency Trading Chuqiao Zong Chaojie Wang Molei Qin Lei Feng Xinrun Wang Bo An AIFin 29 3 0 20 Jun 2024
Deep Limit Order Book Forecasting Antonio Briola Silvia Bartolucci T. Aste 40 3 0 14 Mar 2024
Market Making with Deep Reinforcement Learning from Limit Order Books Hongli Guo Jianwu Lin Fanlin Huang OffRL 24 2 0 25 May 2023
Sparsification and Filtering for Spatial-temporal GNN in Multivariate Time-series Yuanrong Wang T. Aste AI4TS 18 10 0 08 Mar 2022